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We prove the existence of the reflected diffusion on a complex of an arbitrary size for a large class of planar simple nested fractals. Such a process is obtained as a folding projection of the free Brownian motion from the unbounded…

Probability · Mathematics 2020-01-08 Kamil Kaleta , Mariusz Olszewski , Katarzyna Pietruska-Pałuba

We present a field theoretic approach to capture the motion of a particle with dry friction for one- and two-dimensional diffusive particles, and further expand the framework for two-dimensional active Brownian particles. Starting with the…

Statistical Mechanics · Physics 2024-09-18 Ziluo Zhang , Shurui Yuan , Shigeyuki Komura

We develop a renormalized perturbation theory for the dynamics of interacting Brownian particles, which preserves the fluctuation-dissipation relation order by order. We then show that the resulting one-loop theory gives a closed equation…

Disordered Systems and Neural Networks · Physics 2011-06-06 Bongsoo Kim , Kyozi Kawasaki

We consider a system of classical Brownian particles interacting via a smooth long-range potential in the mean-field regime, and we analyze the propagation of chaos in form of sharp, uniform-in-time estimates on many-particle correlation…

Analysis of PDEs · Mathematics 2025-02-18 Armand Bernou , Mitia Duerinckx

The over-damped motion of a Brownian particle in an asymmetric, bistable, fluctuating potential shows noise induced stability: For intermediate fluctuation rates the mean occupancy of minima with an energy above the absolute minimum is…

Statistical Mechanics · Physics 2009-10-31 Andreas Mielke

We discuss the unitary quantum dynamics of the Dicke model (spin and oscillator coupled). A suitable quasiprobabilty representing the quantum state turns out to obey a Fokker-Planck equation, with drift terms representing the underlying…

Quantum Physics · Physics 2015-06-04 Alexander Altland , Fritz Haake

Time evolution of the expectation values of various dynamical operators of the harmonic oscillator with dissipation is analitically obtained within the framework of the Lindblad's theory for open quantum systems. We deduce the density…

High Energy Physics - Theory · Physics 2007-05-23 Aurelian Isar

We present a simple and systematic procedure to determine the effective dynamics of a Brownian particle coupled to a rapidly fluctuating correlated medium, modeled as a scalar Gaussian field, under spatial confinement. The method allows us,…

Statistical Mechanics · Physics 2023-01-02 Davide Venturelli , Markus Gross

We study the fluctuation-dissipation theorem for a Brownian particle driven into a nonequilibrium steady state experimentally. We validate two different theoretical variants of a generalized fluctuation-dissipation theorem. Furthermore, we…

Soft Condensed Matter · Physics 2015-05-18 Jakob Mehl , Valentin Blickle , Udo Seifert , Clemens Bechinger

We consider the response of a dynamical system driven by external adiabatic fluctuations. Based on the `adiabatic following approximation' we have made a systematic separation of time-scales to carry out an expansion in $\alpha |\mu|^{-1}$,…

Statistical Mechanics · Physics 2009-10-31 S. K. Banik , J. R. Chaudhuri , D. S. Ray

In this expository note we highlight the correlation function method as a unified approach in proving both hydrodynamic limits and fluctuation limits for reaction diffusion particle systems. For simplicity we focus on the case when the…

Probability · Mathematics 2021-01-12 Wai-Tong Louis Fan

The fluctuation-dissipation theorem is a cornerstone result in statistical mechanics that can be used to translate the statistics of the free natural variability of a system into information on its forced response to perturbations. By…

Statistical Mechanics · Physics 2025-06-19 Niccolò Zagli , Matthew Colbrook , Valerio Lucarini , Igor Mezić , John Moroney

We revisit the model of a Brownian particle in a heat bath submitted to an actively controlled force proportional to the velocity that leads to thermal noise reduction (cold damping). We investigate the influence of the continuous feedback…

Statistical Mechanics · Physics 2015-06-04 T. Munakata , M. L. Rosinberg

Recently, many interesting features of the hydrodynamically coupled motions of the Brownian particles in a viscous fluid have been reported which are impossible for the uncoupled motions of the similar particles. However, it is expected…

Soft Condensed Matter · Physics 2018-05-17 Shuvojit Paul

We introduce a response-theoretic framework that recasts parameter calibration of ergodic stochastic differential equations as a fluctuation-dissipation problem. Our central result is that the full Jacobian of any stationary observable with…

Chaotic Dynamics · Physics 2026-04-02 Ludovico T. Giorgini , Tobias Bischoff , Andre N. Souza

We apply the restricted-path-integral (RPI) theory of non-minimally disturbing continuous measurements for correct description of frictional Brownian motion. The resulting master equation is automatically of the Lindblad form, so that the…

Quantum Physics · Physics 2009-11-07 Michael B. Mensky , Stig Stenholm

We revisit the problem of the overdamped (large friction) limit of the Brownian dynamics in an inhomogeneous medium characterized by a position-dependent friction coefficient and a multiplicative noise (local temperature) in one space…

Statistical Mechanics · Physics 2015-06-24 Xavier Durang , Chulan Kwon , Hyunggyu Park

Starting with a Brownian motion, we define and study a novel diffusion process by combining stickiness and oscillation properties. The associated stochastic differential equation, resolvent and semigroup are provided. Also the trivariate…

Probability · Mathematics 2023-02-08 Wajdi Touhami

Our object is to formulate and analyze a physically plausible and mathematically sound model to better understand the phenomenon of clumping in colloid dispersions. Our model is stochastic but rigorously derived from a deterministic setup…

Materials Science · Physics 2009-09-29 Peter. Kotelenez , Marshall J. Leitman , J. Adin Mann

We solve the time-dependent Fokker-Planck equation for a two-dimensional active Brownian particle exploring a rectangular domain with absorbing boundary and in the presence of a parabolic barrier along one direction. By taking those of a…

Statistical Mechanics · Physics 2026-02-09 Michele Caraglio